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What is acceptable level for annual drawdown compared to performance ratio?
Apr 22, 2013 at 00:05
会员从Oct 08, 2011开始
41帖子
Hi everyone,
I'm currently working on EA's and i'm studying the drawdown compared to the performance annually.
My question is simple : what is the industry acceptable level for drawdown compared to the performance in terms of ratio?
I heard from a pro once, annual profit % has to be at least twice more than the annual drawdown.
If you have any details concerning profit factor too and average win to average loss ratio , anything is welcomed.
Thanks!
I'm currently working on EA's and i'm studying the drawdown compared to the performance annually.
My question is simple : what is the industry acceptable level for drawdown compared to the performance in terms of ratio?
I heard from a pro once, annual profit % has to be at least twice more than the annual drawdown.
If you have any details concerning profit factor too and average win to average loss ratio , anything is welcomed.
Thanks!

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